+300.2%
CCJ vs KEEL
-34.6%
+334.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.5% | -1.3% |
| 7D | -4.0% | +2.9% | -6.9% | -4.5% |
| 30D | -2.4% | +0.8% | -3.2% | -2.9% |
| 3M | -2.3% | -35.3% | +33.0% | +2.6% |
| 6M | -16.2% | +59.4% | -75.6% | -24.0% |
| YTD | +5.7% | +51.9% | -46.2% | -4.2% |
| 1Y | +21.3% | +75.0% | -53.7% | +4.3% |
| 3Y | +159.4% | +224.5% | -65.2% | +78.9% |
| All | +300.2% | -34.6% | +334.8% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling